Booking the legs separately still forces HKG-BKK into the outbound sector.

You can force it the other way by doing an open jaw out to HKG and back from BKK. Your miles earning and class choices will be as you want them. You then have to get from HKG-BKK on a single ticket which doesn't bump the price too much and actually gives you another 1,000 miles (Flex in Y). You could even do HKG-BKK on another carrier.